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## Augmented Dickey-Fuller Test
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## data: real_gdp1
## Dickey-Fuller = -5.7583, Lag order = 6, p-value = 0.01
## alternative hypothesis: stationary
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## Augmented Dickey-Fuller Test
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## data: Real_interest$Real_interest_rate
## Dickey-Fuller = -2.7648, Lag order = 5, p-value = 0.2561
## alternative hypothesis: stationary
##
## Augmented Dickey-Fuller Test
##
## data: g_g_not_s$Value
## Dickey-Fuller = -0.66065, Lag order = 5, p-value = 0.9724
## alternative hypothesis: stationary
The paper, Identifying aggregate supply and demand shocks in South Africa, is an application of a structural VAR method to identify supply and demand shocks for the South African economy since the 1960s.
Du Plessis, S., Smit, B. and Sturzenegger, F., 2008. Identifying aggregate supply and demand shocks in South Africa. Journal of African economies, 17(5), pp.765-793.